Essays in Econometrics

Collected Papers of Clive W. J. Granger

By:

Clive W.J. Granger

Format:

Hardback

Series:

Essays in Econometrics 2 Volume Hardback Set

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Description

This book, and its companion volume in the Econometric Society Monographs series (ESM number 32), present a collection of papers by Clive W. J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in causality, integration and cointegration, and long memory. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.

Release date NZ

July 30th, 2001

Author

Clive W.J. Granger

Audience

Professional & Vocational

Contributors

Edited by Eric Ghysels
Edited by Mark W. Watson
Edited by Norman R. Swanson

Illustrations

49 Tables, unspecified; 44 Line drawings, unspecified

Pages

396

Series

Essays in Econometrics 2 Volume Hardback Set

Dimensions

160x237x26

ISBN-13

9780521792073

Product ID

2161456

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